Export files do not have carriage returns
The answer to this is older than Blender itself and therefore not Blender-related. There's nothing wrong with your files, Windows and Unix/Linux based operating systems handle CR/LF differently. 

Windows still uses the old MS-DOS "\r\n" while Unix/Linux uses "\n". You need either an editor that is capable of auto-detect the used format or (on GNU/Linux) try dos2unix to convert your files. 

[Edit] Under the hood the Carriage Return + Linefeed ("\r\n") is actually 0D0A in ascii hexadecimal ... if you looked at the windows/dos created file with a hex editor.  A linux (unix) file would show just 0A.